Yeah, I do this most days too. I always get off the bus on the way home and walk 10 minutes to a bus stop further up the road. I'm going to start running again in the new year - I always find that's a great unwinder too.
Yes it's the fight or flight reflex which is often part of what makes us nervous or anxious. In the old days we'd punch someone or run away when feeling threatened or uncomfortable, nowadays the punching option would likely end up in a jail sentence so go for a run.